-100.0%
SPXS vs LUMN
-14.7%
-85.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -1.7% |
| 7D | +2.5% | +2.5% | 0.0% | +3.4% |
| 30D | +4.2% | +10.3% | -6.1% | +8.3% |
| 3M | -9.3% | -18.3% | +8.9% | -14.3% |
| 6M | -30.7% | +4.4% | -35.1% | -26.1% |
| YTD | -28.1% | -10.7% | -17.4% | -25.1% |
| 1Y | -35.1% | +14.0% | -49.0% | -23.2% |
| 3Y | -79.6% | +406.6% | -486.1% | -31.6% |
| 5Y | -86.3% | -36.8% | -49.5% | -87.4% |
| 10Y | -99.5% | -56.2% | -43.4% | -99.5% |
| All | -100.0% | -14.7% | -85.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling